stochastic-programming
There are 27 repositories under stochastic-programming topic.
odow/SDDP.jl
A JuMP extension for Stochastic Dual Dynamic Programming
martinbiel/StochasticPrograms.jl
Julia package for formulating and analyzing stochastic recourse models.
gamma-opt/DecisionProgramming.jl
DecisionProgramming.jl is a Julia package for solving multi-stage decision problems under uncertainty, modeled using influence diagrams. Internally, it relies on mathematical optimization. Decision models can be embedded within other optimization models.
edxu96/MatrixOptim.jl
Data-driven decision making under uncertainty using matrices
edxu96/BendersOptim
Benders decomposition to solve mixed integer linear programming, especially stochastic programming in seconds!
Sinbad-The-Sailor/Abacus
Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
leoschleier/sddip
Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.
kibaekkim/DSPopt.jl
Julia modeling interface to parallel decomposition solver DSP
Irieo/IntEG
Input data and source code for the paper "Modelling uncertainty in coupled electricity and gas system models—is it worth the effort?"
ytsao/Integer-L-shaped-method
Implement integer-L-shaped method for solving two-stage stochastic programming
jmontalvo94/02435_Decision-Making
02435 - Decision-Making under Uncertainty
nkpanda97/stochastic-investment-planning
Solution of a two-stage stochastic model useful for investment planning using pyomo and mpi-sppy.
shehio/Stochastic-Programming
Devising an optimal portfolio choosing strategy based on stochastic programming
ds4dm/nectar
Codebase for "A learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs"
edxu96/StochasticOptim
Stochastic Optimization and ARIMA Model Forecast in Julia to Manage Airline Fleet
ElsevierSoftwareX/SOFTX_2020_62
Stochastic linear program for investments in the European power system. To cite this Original Software Publication: https://www.sciencedirect.com/science/article/pii/S2352711021001424
gerferra/amphip
GNU MathProg EDSL for Scala with support for scenario-based multistage stochastic programming
siavashtab/readSMPS-CPP
reading SMPS format files in C++ (Two-stage stochastic programs with fixed recourse)
LucasBoTang/Cloud_Computing_with_Stochastic_Programming_Decomposition
Optimizing Costs for Cloud Computing with Stochastic Programming
siavashtab/readSMPS-Py
reading SMPS files in Python (A Python package for reading SMPS files using GUROBI optimizer objects)
mickeyhqian/VoteEnsemble
VoteEnsemble: Ensemble methods for machine/deep learning and stochastic programming with guaranteed generalization.
wardromeijnders/LBDA
LBDA+: a mixed-integer two-stage recourse problem solver using a loose Benders decomposition algorithm.
demirayonur/CC-MMDP
Algorithms for Capacity Constrained Multi-model Markov Decision Processes
LudwigBau/Order_Forcecasting_Cost_Reduction
Research project that evaluates the effect of forecast accuracy on workforce planning in e-commerce warehouse operation using stochastic programming
siavashtab/capGen
SMPS generation of cap problems
sudhan-bhattarai/MSSP_IHRLEP_Networks
Multi-stage Stochastic Programming for Integrated Network Optimization in Hurricane Relief Logistics and Evacuation Planning